+471.5%
FAST vs ENPH
+279.6%
+191.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | +2.1% | +11.0% | -8.9% | +1.3% |
| 30D | +6.9% | -15.0% | +21.9% | +7.8% |
| 3M | +4.8% | -28.2% | +33.1% | +6.9% |
| 6M | +19.8% | -20.5% | +40.2% | +20.1% |
| YTD | +34.9% | -11.2% | +46.1% | +33.1% |
| 1Y | +32.8% | -8.7% | +41.4% | +30.6% |
| 3Y | +93.7% | -63.6% | +157.3% | +96.5% |
| 5Y | +105.3% | -88.0% | +193.3% | +119.7% |
| 10Y | +595.4% | +2,333.3% | -1,738.0% | +406.6% |
| All | +471.5% | +279.6% | +191.9% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ENPH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling